0.06Open0.07Pre Close158 Volume2.14K Open Interest43.00Strike Price880.00Turnover15.43%IV1.32%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.2012Delta0.4482Gamma607.29Leverage Ratio-0.0276Theta0.0008Rho122.17Eff Leverage0.0114Vega